688036 传音控股 — 斐波那契回调 回测明细
数据区间: 2019-09-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.76M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +75.91%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 38 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2020-01-02 |
2020-01-13 |
45.499085631999996 |
56.74319999999999 |
¥24.5万 |
+24.68% |
重回前高 |
| 2 |
2020-02-28 |
2020-03-10 |
58.886470643 |
50.649300000000004 |
¥-16.5万 |
-14.01% |
跌破0.618止损 |
| 3 |
2020-06-02 |
2020-07-14 |
51.93744656099999 |
91.94796000000001 |
¥82.4万 |
+76.98% |
重回前高 |
| 4 |
2020-09-03 |
2020-09-28 |
94.62287835 |
88.17174 |
¥-12.8万 |
-6.85% |
跌破0.618止损 |
| 5 |
2020-10-29 |
2020-11-06 |
105.53705162 |
132.06779999999998 |
¥44.2万 |
+25.10% |
重回前高 |
| 6 |
2020-12-18 |
2021-01-19 |
128.66708855 |
162.837 |
¥58.7万 |
+26.52% |
重回前高 |
| 7 |
2021-02-23 |
2021-03-05 |
190.26708300599998 |
170.829 |
¥-28.1万 |
-10.24% |
跌破0.618止损 |
| 8 |
2021-03-19 |
2021-04-09 |
193.64146501699994 |
177.93189 |
¥-20.0万 |
-8.14% |
跌破0.618止损 |
| 9 |
2021-06-01 |
2021-06-03 |
173.435224963 |
166.86297 |
¥-8.6万 |
-3.82% |
跌破0.618止损 |
| 10 |
2021-06-22 |
2021-07-15 |
180.76474315899998 |
172.827 |
¥-9.7万 |
-4.42% |
跌破0.618止损 |
| 11 |
2021-10-27 |
2021-11-02 |
162.49101268399997 |
151.848 |
¥-14.0万 |
-6.58% |
跌破0.618止损 |
| 12 |
2021-11-30 |
2021-12-15 |
161.2093483 |
153.0468 |
¥-10.1万 |
-5.09% |
跌破0.618止损 |
| 13 |
2021-12-23 |
2021-12-30 |
161.44966037199998 |
152.30754000000002 |
¥-10.7万 |
-5.69% |
跌破0.618止损 |
| 14 |
2022-01-05 |
2022-01-07 |
160.198034997 |
153.25659 |
¥-7.8万 |
-4.36% |
跌破0.618止损 |
| 15 |
2022-06-10 |
2022-07-06 |
100.09999099099998 |
87.01289999999999 |
¥-22.3万 |
-13.10% |
跌破0.618止损 |
| 16 |
2022-11-08 |
2022-12-06 |
68.88946064 |
81.89802 |
¥28.0万 |
+18.85% |
重回前高 |
| 17 |
2023-02-20 |
2023-03-01 |
86.50233291699999 |
79.99992 |
¥-13.3万 |
-7.54% |
跌破0.618止损 |
| 18 |
2023-03-06 |
2023-04-24 |
86.101812797 |
102.3975 |
¥30.7万 |
+18.89% |
跌破0.618止损 |
| 19 |
2023-05-12 |
2023-06-20 |
115.12950849399999 |
150.47937 |
¥58.3万 |
+30.67% |
重回前高 |
| 20 |
2023-07-13 |
2023-07-31 |
130.169039 |
122.05782000000002 |
¥-15.6万 |
-6.26% |
跌破0.618止损 |
| 21 |
2023-08-08 |
2023-08-17 |
134.1742402 |
123.89597999999998 |
¥-18.2万 |
-7.69% |
跌破0.618止损 |
| 22 |
2023-09-07 |
2023-10-18 |
140.041859958 |
149.13072 |
¥14.0万 |
+6.46% |
重回前高 |
| 23 |
2023-10-23 |
2023-11-08 |
137.02794605499997 |
127.02285 |
¥-17.0万 |
-7.33% |
跌破0.618止损 |
| 24 |
2023-12-22 |
2024-01-25 |
130.10896098199999 |
138.861 |
¥14.4万 |
+6.69% |
重回前高 |
| 25 |
2024-09-06 |
2024-09-10 |
82.27684565099999 |
77.44247999999999 |
¥-13.6万 |
-5.90% |
跌破0.618止损 |
| 26 |
2024-09-19 |
2024-09-24 |
79.60337385 |
87.912 |
¥22.4万 |
+10.40% |
重回前高 |
| 27 |
2024-10-11 |
2024-10-17 |
104.85144600000001 |
90.0 |
¥-33.8万 |
-14.19% |
跌破0.618止损 |
| 28 |
2024-11-11 |
2024-11-15 |
101.12131729699999 |
92.89701 |
¥-16.5万 |
-8.16% |
跌破0.618止损 |
| 29 |
2025-01-20 |
2025-02-06 |
95.42391858999999 |
105.894 |
¥20.6万 |
+10.94% |
重回前高 |
| 30 |
2025-02-14 |
2025-03-03 |
100.68074516499998 |
92.59731 |
¥-16.8万 |
-8.06% |
跌破0.618止损 |
| 31 |
2025-03-11 |
2025-03-20 |
100.33009 |
95.904 |
¥-8.4万 |
-4.44% |
跌破0.618止损 |
| 32 |
2025-08-15 |
2025-10-14 |
80.93510324899998 |
85.26464999999999 |
¥9.8万 |
+5.32% |
跌破0.618止损 |
| 33 |
2026-01-13 |
2026-01-16 |
71.60298445299999 |
66.7332 |
¥-13.2万 |
-6.83% |
跌破0.618止损 |
| 34 |
2026-05-06 |
2026-05-19 |
57.82509232499999 |
62.75717999999999 |
¥15.3万 |
+8.50% |
重回前高 |
| 35 |
2026-06-01 |
2026-06-10 |
59.687510882999995 |
55.79415 |
¥-12.7万 |
-6.55% |
跌破0.618止损 |
| 36 |
2026-07-01 |
2026-07-02 |
59.066704697 |
55.24469999999999 |
¥-11.9万 |
-6.50% |
跌破0.618止损 |
| 37 |
2026-07-06 |
2026-08-05 |
60.57866814999999 |
57.15279 |
¥-9.7万 |
-5.68% |
跌破0.618止损 |
| 38 |
2026-10-27 |
2026-11-13 |
56.723661994999986 |
61.62 |
¥13.9万 |
+8.60% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-02 |
黄金分割买点 |
买入 |
45.48543999999999 |
21800.0 |
¥99.2万 |
|
| 2020-01-13 |
重回前高 |
卖出 |
56.74319999999999 |
21800.0 |
¥1.24M |
|
| 2020-02-28 |
黄金分割买点 |
买入 |
58.868809999999996 |
20000.0 |
¥1.18M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
50.649300000000004 |
20000.0 |
¥1.01M |
止损触发 |
| 2020-06-02 |
黄金分割买点 |
买入 |
51.92186999999999 |
20600.0 |
¥1.07M |
|
| 2020-07-14 |
重回前高 |
卖出 |
91.94796000000001 |
20600.0 |
¥1.89M |
|
| 2020-09-03 |
黄金分割买点 |
买入 |
94.5945 |
19800.0 |
¥1.87M |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
88.17174 |
19800.0 |
¥1.75M |
止损触发 |
| 2020-10-29 |
黄金分割买点 |
买入 |
105.5054 |
16700.0 |
¥1.76M |
|
| 2020-11-06 |
重回前高 |
卖出 |
132.06779999999998 |
16700.0 |
¥2.20M |
|
| 2020-12-18 |
黄金分割买点 |
买入 |
128.62849999999997 |
17200.0 |
¥2.21M |
|
| 2021-01-19 |
重回前高 |
卖出 |
162.837 |
17200.0 |
¥2.80M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
190.21002 |
14400.0 |
¥2.74M |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
170.829 |
14400.0 |
¥2.46M |
止损触发 |
| 2021-03-19 |
黄金分割买点 |
买入 |
193.58338999999995 |
12700.0 |
¥2.46M |
|
| 2021-04-09 |
跌破0.618止损 |
卖出 |
177.93189 |
12700.0 |
¥2.26M |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
173.38321 |
13000.0 |
¥2.25M |
|
| 2021-06-03 |
跌破0.618止损 |
卖出 |
166.86297 |
13000.0 |
¥2.17M |
止损触发 |
| 2021-06-22 |
黄金分割买点 |
买入 |
180.71052999999998 |
12200.0 |
¥2.21M |
|
| 2021-07-15 |
跌破0.618止损 |
卖出 |
172.827 |
12200.0 |
¥2.11M |
止损触发 |
| 2021-10-27 |
黄金分割买点 |
买入 |
162.44227999999998 |
13100.0 |
¥2.13M |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
151.848 |
13100.0 |
¥1.99M |
止损触发 |
| 2021-11-30 |
黄金分割买点 |
买入 |
161.16099999999997 |
12300.0 |
¥1.98M |
|
| 2021-12-15 |
跌破0.618止损 |
卖出 |
153.0468 |
12300.0 |
¥1.88M |
止损触发 |
| 2021-12-23 |
黄金分割买点 |
买入 |
161.40124 |
11700.0 |
¥1.89M |
|
| 2021-12-30 |
跌破0.618止损 |
卖出 |
152.30754000000002 |
11700.0 |
¥1.78M |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
160.14999 |
11100.0 |
¥1.78M |
|
| 2022-01-07 |
跌破0.618止损 |
卖出 |
153.25659 |
11100.0 |
¥1.70M |
止损触发 |
| 2022-06-10 |
黄金分割买点 |
买入 |
100.06996999999998 |
17000.0 |
¥1.70M |
|
| 2022-07-06 |
跌破0.618止损 |
卖出 |
87.01289999999999 |
17000.0 |
¥1.48M |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
68.8688 |
21600.0 |
¥1.49M |
|
| 2022-12-06 |
重回前高 |
卖出 |
81.89802 |
21600.0 |
¥1.77M |
|
| 2023-02-20 |
黄金分割买点 |
买入 |
86.47639 |
20400.0 |
¥1.76M |
|
| 2023-03-01 |
跌破0.618止损 |
卖出 |
79.99992 |
20400.0 |
¥1.63M |
止损触发 |
| 2023-03-06 |
黄金分割买点 |
买入 |
86.07598999999999 |
18900.0 |
¥1.63M |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
102.3975 |
18900.0 |
¥1.93M |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
115.09497999999999 |
16500.0 |
¥1.90M |
|
| 2023-06-20 |
重回前高 |
卖出 |
150.47937 |
16500.0 |
¥2.48M |
|
| 2023-07-13 |
黄金分割买点 |
买入 |
130.13 |
19200.0 |
¥2.50M |
|
| 2023-07-31 |
跌破0.618止损 |
卖出 |
122.05782000000002 |
19200.0 |
¥2.34M |
止损触发 |
| 2023-08-08 |
黄金分割买点 |
买入 |
134.134 |
17600.0 |
¥2.36M |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
123.89597999999998 |
17600.0 |
¥2.18M |
止损触发 |
| 2023-09-07 |
黄金分割买点 |
买入 |
139.99986 |
15500.0 |
¥2.17M |
|
| 2023-10-18 |
重回前高 |
卖出 |
149.13072 |
15500.0 |
¥2.31M |
|
| 2023-10-23 |
黄金分割买点 |
买入 |
136.98684999999998 |
16900.0 |
¥2.32M |
|
| 2023-11-08 |
跌破0.618止损 |
卖出 |
127.02285 |
16900.0 |
¥2.15M |
止损触发 |
| 2023-12-22 |
黄金分割买点 |
买入 |
130.06993999999997 |
16500.0 |
¥2.15M |
|
| 2024-01-25 |
重回前高 |
卖出 |
138.861 |
16500.0 |
¥2.29M |
|
| 2024-09-06 |
黄金分割买点 |
买入 |
82.25216999999999 |
27900.0 |
¥2.30M |
|
| 2024-09-10 |
跌破0.618止损 |
卖出 |
77.44247999999999 |
27900.0 |
¥2.16M |
止损触发 |
| 2024-09-19 |
黄金分割买点 |
买入 |
79.5795 |
27100.0 |
¥2.16M |
|
| 2024-09-24 |
重回前高 |
卖出 |
87.912 |
27100.0 |
¥2.38M |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
104.82 |
22700.0 |
¥2.38M |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
90.0 |
22700.0 |
¥2.04M |
止损触发 |
| 2024-11-11 |
黄金分割买点 |
买入 |
101.09098999999999 |
20000.0 |
¥2.02M |
|
| 2024-11-15 |
跌破0.618止损 |
卖出 |
92.89701 |
20000.0 |
¥1.86M |
止损触发 |
| 2025-01-20 |
黄金分割买点 |
买入 |
95.39529999999999 |
19700.0 |
¥1.88M |
|
| 2025-02-06 |
重回前高 |
卖出 |
105.894 |
19700.0 |
¥2.09M |
|
| 2025-02-14 |
黄金分割买点 |
买入 |
100.65054999999998 |
20700.0 |
¥2.08M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
92.59731 |
20700.0 |
¥1.92M |
止损触发 |
| 2025-03-11 |
黄金分割买点 |
买入 |
100.3 |
18900.0 |
¥1.90M |
|
| 2025-03-20 |
跌破0.618止损 |
卖出 |
95.904 |
18900.0 |
¥1.81M |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
80.91082999999999 |
22700.0 |
¥1.84M |
|
| 2025-10-14 |
跌破0.618止损 |
卖出 |
85.26464999999999 |
22700.0 |
¥1.93M |
止损触发 |
| 2026-01-13 |
黄金分割买点 |
买入 |
71.58151 |
27000.0 |
¥1.93M |
|
| 2026-01-16 |
跌破0.618止损 |
卖出 |
66.7332 |
27000.0 |
¥1.80M |
止损触发 |
| 2026-05-06 |
黄金分割买点 |
买入 |
57.80774999999999 |
31200.0 |
¥1.80M |
|
| 2026-05-19 |
重回前高 |
卖出 |
62.75717999999999 |
31200.0 |
¥1.96M |
|
| 2026-06-01 |
黄金分割买点 |
买入 |
59.66960999999999 |
32500.0 |
¥1.94M |
|
| 2026-06-10 |
跌破0.618止损 |
卖出 |
55.79415 |
32500.0 |
¥1.81M |
止损触发 |
| 2026-07-01 |
黄金分割买点 |
买入 |
59.048989999999996 |
31000.0 |
¥1.83M |
|
| 2026-07-02 |
跌破0.618止损 |
卖出 |
55.24469999999999 |
31000.0 |
¥1.71M |
止损触发 |
| 2026-07-06 |
黄金分割买点 |
买入 |
60.56049999999999 |
28300.0 |
¥1.71M |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
57.15279 |
28300.0 |
¥1.62M |
止损触发 |
| 2026-10-27 |
黄金分割买点 |
买入 |
56.70664999999999 |
28500.0 |
¥1.62M |
|
| 2026-11-13 |
强平 |
卖出 |
61.62 |
28500 |
¥1.76M |
回测结束强平 |